In states that allow alcohol sales in grocery stores, warehouse clubs offer some impressive deals on beer, wine and spirits. For example, bottles of Corona beer cost about 25 percent less at the price clubs compared to retail chains [source: Consumer Reports]. A bottle of Grey Goose premium vodka costs about 15 percent less [source: Grant]. But the biggest advantage to buying alcohol at stores like Costco and Sam's Club is that often you don't even need to pay the membership fee to enjoy the bargains. At Sam's Club, no membership is required to buy alcohol. The same is true of Costco and BJ's locations in certain states, including California, Massachusetts and Michigan. The loophole dates back to post-prohibition laws in some states that don't allow sales of alcohol through members-only arrangements [source: Grant].